Trading Metrics calculated at close of trading on 22-Nov-1996 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-1996 |
22-Nov-1996 |
Change |
Change % |
Previous Week |
Open |
6,430.02 |
6,418.47 |
-11.55 |
-0.2% |
6,348.03 |
High |
6,463.56 |
6,498.22 |
34.66 |
0.5% |
6,498.22 |
Low |
6,370.02 |
6,402.44 |
32.42 |
0.5% |
6,297.34 |
Close |
6,418.47 |
6,471.76 |
53.29 |
0.8% |
6,471.76 |
Range |
93.54 |
95.78 |
2.24 |
2.4% |
200.88 |
ATR |
107.66 |
106.81 |
-0.85 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,744.81 |
6,704.07 |
6,524.44 |
|
R3 |
6,649.03 |
6,608.29 |
6,498.10 |
|
R2 |
6,553.25 |
6,553.25 |
6,489.32 |
|
R1 |
6,512.51 |
6,512.51 |
6,480.54 |
6,532.88 |
PP |
6,457.47 |
6,457.47 |
6,457.47 |
6,467.66 |
S1 |
6,416.73 |
6,416.73 |
6,462.98 |
6,437.10 |
S2 |
6,361.69 |
6,361.69 |
6,454.20 |
|
S3 |
6,265.91 |
6,320.95 |
6,445.42 |
|
S4 |
6,170.13 |
6,225.17 |
6,419.08 |
|
|
Weekly Pivots for week ending 22-Nov-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,025.08 |
6,949.30 |
6,582.24 |
|
R3 |
6,824.20 |
6,748.42 |
6,527.00 |
|
R2 |
6,623.32 |
6,623.32 |
6,508.59 |
|
R1 |
6,547.54 |
6,547.54 |
6,490.17 |
6,585.43 |
PP |
6,422.44 |
6,422.44 |
6,422.44 |
6,441.39 |
S1 |
6,346.66 |
6,346.66 |
6,453.35 |
6,384.55 |
S2 |
6,221.56 |
6,221.56 |
6,434.93 |
|
S3 |
6,020.68 |
6,145.78 |
6,416.52 |
|
S4 |
5,819.80 |
5,944.90 |
6,361.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,498.22 |
6,297.34 |
200.88 |
3.1% |
103.24 |
1.6% |
87% |
True |
False |
|
10 |
6,498.22 |
6,198.58 |
299.64 |
4.6% |
109.09 |
1.7% |
91% |
True |
False |
|
20 |
6,498.22 |
5,938.82 |
559.40 |
8.6% |
108.77 |
1.7% |
95% |
True |
False |
|
40 |
6,498.22 |
5,833.72 |
664.50 |
10.3% |
104.98 |
1.6% |
96% |
True |
False |
|
60 |
6,498.22 |
5,550.37 |
947.85 |
14.6% |
100.44 |
1.6% |
97% |
True |
False |
|
80 |
6,498.22 |
5,550.37 |
947.85 |
14.6% |
96.36 |
1.5% |
97% |
True |
False |
|
100 |
6,498.22 |
5,170.11 |
1,328.11 |
20.5% |
102.20 |
1.6% |
98% |
True |
False |
|
120 |
6,498.22 |
5,170.11 |
1,328.11 |
20.5% |
101.08 |
1.6% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,905.29 |
2.618 |
6,748.97 |
1.618 |
6,653.19 |
1.000 |
6,594.00 |
0.618 |
6,557.41 |
HIGH |
6,498.22 |
0.618 |
6,461.63 |
0.500 |
6,450.33 |
0.382 |
6,439.03 |
LOW |
6,402.44 |
0.618 |
6,343.25 |
1.000 |
6,306.66 |
1.618 |
6,247.47 |
2.618 |
6,151.69 |
4.250 |
5,995.38 |
|
|
Fisher Pivots for day following 22-Nov-1996 |
Pivot |
1 day |
3 day |
R1 |
6,464.62 |
6,459.21 |
PP |
6,457.47 |
6,446.67 |
S1 |
6,450.33 |
6,434.12 |
|